Tour v531
ZS
ZSCALER INC
$225.78 -3.40%
$226.12 (+0.15%)🌙
as of 10/12 06:56 PM
◀ 10/12 18:56 ▶

Option Volume

Detail
ℹ
Current (10/12) 15,718
Calls: 7,849 (50%)
Puts: 7,869 (50%)
Prior (10/08) 17,595
Calls: 11,453 (65%)
Puts: 6,142 (35%)
Current vs Prior -10.67%
Calls: -31.47% (Calls)
Puts: +28.12% (Puts)
Prior 7-Day Total 126,793
Calls: 83,490 (66%)
Puts: 43,303 (34%)
Prior 7-Day Average 18,113
Calls: 11,927 (66%)
Puts: 6,186 (34%)
Current vs Prior 7-Day Avg -13.22%
Calls: -34.19%
Puts: +27.20%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $14.87M
Calls: $8.73M (59%)
Puts: $6.14M (41%)
Prior (10/08) $13.44M
Calls: $11.72M (87%)
Puts: $1.72M (13%)
Current vs Prior +10.58%
Calls: -25.51%
Puts: +256.25%
Prior 7-Day Total $89.28M
Calls: $64.76M (73%)
Puts: $24.51M (27%)
Prior 7-Day Average $12.75M
Calls: $9.25M (73%)
Puts: $3.50M (27%)
Current vs Prior 7-Day Avg +16.56%
Calls: -5.63%
Puts: +75.19%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.00
Prior (10/08) 0.54
Current vs Prior +86.95%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +82.31%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 118,316
Calls: 67,234 (57%)
Puts: 51,082 (43%)
Prior (10/08) 126,196
Calls: 78,596 (62%)
Puts: 47,600 (38%)
Current vs Prior -6.24%
Prior 7-Day Total 767,858
Calls: 478,775 (62%)
Puts: 289,083 (38%)
Prior 7-Day Average 109,694
Calls: 68,396 (62%)
Puts: 41,297 (38%)
Current vs Prior 7-Day Avg +7.86%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 4.81% | 7.50%4.81% | 15.39%
Prior 2.82% | 6.35%6.35% | 16.16%
Current vs Prior +70.40% | +18.15%-24.21% | -4.74%
Prior 7-Day Avg 4.75% | 7.77%8.35% | 17.22%
Current vs 7-Day Avg +1.20% | -3.47%-42.40% | -10.62%
Prior 7-Day Eod 2.82% | 6.35%6.35% | 16.16%
Current vs 7-Day Eod +70.40% | +18.15%-24.21% | -4.74%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Prior 18.25% | 8.01%
Calls: 13.69% | 8.15%
Puts: 22.82% | 7.87%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 18.02% | 9.34%
Calls: 20.76% | 10.14%
Puts: 15.28% | 8.54%
Current vs 7-Day Avg +1.30% | -14.25%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.00. P/C ratio rising 87% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 14 of results (avg 7.9%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Nov 2030.2031.80$31.005.2%1510.80749
$182.50Oct 2342.1044.75$43.436.1%10.9921
$185.00Oct 1639.0541.95$40.507.2%41.00654
$195.00Nov 2033.5036.00$34.757.2%80.83198
$240.00Nov 209.009.70$9.357.5%2280.391.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Nov 2029.0531.05$30.056.7%20.70--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 73 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Oct 1639.0541.95$40.507.2%41.00654
$190.00Oct 1633.9537.10$35.538.9%11.00--
$192.50Oct 1631.4535.20$33.3311.3%11.0010
$195.00Oct 1629.4532.00$30.738.3%121.00186
$197.50Oct 1626.9029.65$28.289.7%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Oct 1615.6019.25$17.4320.9%10.89--
$240.00Oct 1613.6517.35$15.5023.9%90.854
$245.00Oct 2319.3022.95$21.1317.3%30.80--
$237.50Oct 1612.0014.60$13.3019.5%220.796
$242.50Oct 2317.8020.45$19.1313.9%110.77--

Most actively traded options today. High liquidity = easy entry/exit. 207 active (total vol 9.3K, top 583)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 230.500.93$0.7259.7%5830.08209
$230.00Oct 162.854.20$3.5338.2%4460.381.8K
$240.00Oct 160.701.27$0.9957.6%4460.15691
$250.00Oct 160.300.46$0.3842.1%4420.06493
$235.00Oct 161.532.45$1.9946.2%3970.25418
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Oct 232.814.40$3.6144.0%2540.2871
$210.00Oct 160.370.62$0.5050.0%2280.09915
$220.00Oct 162.242.70$2.4718.6%1880.31279
$190.00Oct 230.130.53$0.33121.2%1490.04138
$225.00Oct 164.055.00$4.5321.0%1360.47110

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 11.0%, max 18.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 16Oct 2360.2%50.7%18.6%129108
$222.50Oct 16Nov 1355.2%47.3%16.8%33212
$232.50Oct 16Nov 656.7%50.0%13.3%170198
$230.00Oct 16Nov 2058.2%51.8%12.5%5593.5K
$227.50Oct 16Nov 656.2%50.4%11.5%21111
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$237.50Oct 16Oct 2360.2%50.7%18.6%3216
$232.50Oct 16Nov 656.7%50.0%13.3%7225
$230.00Oct 16Nov 2058.2%51.8%12.5%102517
$227.50Oct 16Nov 656.2%50.4%11.5%8441
$235.00Oct 16Nov 657.6%51.7%11.3%828

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 0.82, avg 5.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$210.00$220.00Nov 20$5.50$4.50$5.5070%0.82$215.50
$210.00$220.00Nov 13$5.73$4.27$5.7372%0.75$215.73
$240.00$245.00Nov 6$0.65$4.35$0.6534%6.69$240.65
$260.00$270.00Nov 20$1.04$8.96$1.0422%8.62$261.04
$235.00$250.00Nov 13$4.18$10.82$4.1843%2.59$239.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$225.00$222.50Oct 16$0.78$1.72$0.7847%2.21$224.22
$232.50$230.00Oct 30$1.18$1.32$1.1858%1.12$231.32
$235.00$232.50Oct 16$1.60$0.90$1.6074%0.56$233.40
$220.00$217.50Oct 30$0.68$1.82$0.6838%2.68$219.32
$230.00$227.50Oct 23$1.15$1.35$1.1556%1.17$228.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 106 found (best R:R 1.19, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$235.00$237.50Oct 23$1.23$1.23$1.2764%0.97$236.23
$247.50$250.00Oct 23$0.64$0.64$1.8682%0.34$248.14
$237.50$240.00Oct 16$0.65$0.65$1.8579%0.35$238.15
$245.00$247.50Oct 30$0.83$0.83$1.6773%0.50$245.83
$255.00$260.00Oct 16$0.25$0.25$4.7595%0.05$255.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$225.00$217.50Nov 13$4.07$4.07$3.4354%1.19$220.93
$220.00$210.00Nov 20$4.13$4.13$5.8760%0.70$215.87
$207.50$205.00Nov 13$1.30$1.30$1.2074%1.08$206.20
$220.00$215.00Nov 6$2.32$2.32$2.6860%0.87$217.68
$210.00$200.00Nov 20$2.80$2.80$7.2070%0.39$207.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.84, cheapest $1.77)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$2.6058.2%50.9%
$222.50Oct 16Oct 30$5.2755.2%47.9%
$227.50Oct 16Oct 23$2.8256.2%50.6%
$232.50Oct 16Oct 23$2.8556.7%52.5%
$225.00Oct 16Oct 23$3.2551.3%49.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Oct 16Oct 23$1.7758.2%50.9%
$227.50Oct 16Oct 23$2.8256.2%50.6%
$222.50Oct 16Oct 23$2.4555.2%50.4%
$232.50Oct 16Oct 23$2.3356.7%52.5%
$225.00Oct 16Oct 23$2.6551.3%49.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 4.28% of stock, avg 8.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$225.00Oct 16$5.13$4.53$9.66$215.34$234.664.28%
$227.50Oct 16$4.33$5.73$10.06$217.44$237.564.46%
$222.50Oct 16$6.98$3.75$10.73$211.77$233.234.75%
$220.00Oct 16$8.43$2.47$10.90$209.10$230.904.83%
$217.50Oct 16$9.82$1.61$11.43$206.07$228.935.06%
$230.00Oct 16$3.53$7.93$11.46$218.54$241.465.08%
$232.50Oct 16$2.58$9.40$11.98$220.52$244.485.31%
$235.00Oct 16$1.99$11.00$12.99$222.01$247.995.75%
$215.00Oct 16$11.95$1.23$13.18$201.82$228.185.84%
$237.50Oct 16$1.64$13.30$14.94$222.56$252.446.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.27% of stock, avg 5.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$237.50$215.00Oct 16$1.64$1.23$2.87$212.13$240.37
$237.50$217.50Oct 16$1.64$1.61$3.25$214.25$240.75
$235.00$215.00Oct 16$1.99$1.23$3.22$211.78$238.22
$235.00$217.50Oct 16$1.99$1.61$3.60$213.90$238.60
$232.50$215.00Oct 16$2.58$1.23$3.81$211.19$236.31
$232.50$217.50Oct 16$2.58$1.61$4.19$213.31$236.69
$237.50$220.00Oct 16$1.64$2.47$4.11$215.89$241.61
$235.00$220.00Oct 16$1.99$2.47$4.46$215.54$239.46
$232.50$220.00Oct 16$2.58$2.47$5.05$214.95$237.55
$230.00$215.00Oct 16$3.53$1.23$4.76$210.24$234.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 1.66, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
205/208245/248Oct 30$1.56$0.9453%1.66$205.94$246.56
200/202245/248Oct 30$1.39$1.1159%1.25$201.11$246.39
188/190248/250Oct 23$0.83$1.6778%0.50$189.17$248.33
185/188245/248Oct 30$1.06$1.4469%0.74$186.44$246.06
208/210248/250Oct 23$1.18$1.3263%0.89$208.82$248.68
192/195238/240Oct 16$0.86$1.6475%0.52$194.14$238.36
200/202238/240Oct 16$0.91$1.5973%0.57$201.59$238.41
202/205248/250Oct 23$0.97$1.5370%0.63$204.03$248.47
218/220238/240Oct 16$1.51$0.9948%1.53$218.49$239.01
210/212245/248Oct 30$1.53$0.9747%1.58$210.97$246.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 14.38, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$0.65$9.3521%14.38
$240.00$250.00$260.00Nov 20$0.56$9.4416%16.86
$220.00$230.00$240.00Nov 20$0.90$9.1021%10.11
$255.00$260.00$265.00Oct 23$0.08$4.926%61.50
$260.00$265.00$270.00Oct 23$0.08$4.924%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$210.00$220.00$230.00Nov 20$1.09$8.9121%8.17
$230.00$232.50$235.00Oct 16$0.13$2.3713%18.23
$240.00$242.50$245.00Oct 23$0.10$2.407%24.00
$185.00$190.00$195.00Nov 13$0.18$4.827%26.78
$185.00$190.00$195.00Nov 20$0.18$4.826%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-3.15, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$185.00$205.001:2Nov 13-$9.84$10.16
$235.00$250.001:2Nov 13-$1.77$13.23
$250.00$260.001:2Nov 20-$2.31$7.69
$265.00$270.001:2Oct 23-$0.07$4.93
$260.00$265.001:2Oct 23-$0.18$4.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Nov 20-$3.15$16.85
$210.00$200.001:2Nov 20-$1.65$8.35
$215.00$210.001:2Oct 23-$0.57$4.43
$210.00$202.501:2Nov 6-$1.09$6.41
$220.00$210.001:2Nov 20-$3.12$6.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 3.99%, avg 1.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Nov 20$9.000.396.3%3.99%10.28%2281.5K
$230.00Nov 20$12.100.491.9%5.36%7.23%1131.7K
$250.00Nov 20$5.650.3010.7%2.50%13.23%1661.3K
$230.00Nov 13$10.700.481.9%4.74%6.61%220
$235.00Nov 13$8.650.434.1%3.83%7.91%18218
$250.00Nov 13$4.950.2910.7%2.19%12.92%314
$260.00Nov 20$4.000.2215.2%1.77%16.93%181882
$235.00Nov 6$7.650.414.1%3.39%7.47%4123
$227.50Nov 6$10.300.500.8%4.56%5.32%849
$230.00Nov 6$9.150.471.9%4.05%5.92%1688

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 7,849
Total Puts 7,869
Put/Call Ratio 1.00
Net Difference -20

Prior's Put/Call Breakdown

Total Calls 11,453
Total Puts 6,142
Put/Call Ratio 0.54
Net Difference 5,311

Prior 7-Day Put/Call Summary

Total Calls 83,490
Total Puts 43,303
Average Put/Call Ratio 0.55
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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